Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 0.318493 0.348406 0.381160 0.419922 0.464852 0.515674 0.578059
2025-11-02 0.272597 0.309328 0.351877 0.405479 0.472193 0.553876 0.663729
2025-11-09 0.239546 0.278830 0.326183 0.388627 0.470661 0.577623 0.732887
2025-11-16 0.221350 0.263343 0.315742 0.387722 0.487121 0.624770 0.840503
2025-11-23 0.211492 0.256746 0.315071 0.398395 0.519269 0.697315 1.000355
2025-11-30 0.199929 0.246588 0.308287 0.399277 0.536808 0.750462 1.142285
2025-12-07 0.188969 0.236155 0.299905 0.396500 0.547823 0.794412 1.279421
2025-12-14 0.178802 0.225939 0.290796 0.391392 0.554025 0.830746 1.412095
2025-12-21 0.168872 0.215331 0.280218 0.382836 0.553220 0.854191 1.525097
2025-12-28 0.164354 0.211979 0.279775 0.389713 0.578751 0.929947 1.780811
2026-01-04 0.161322 0.210487 0.281844 0.400596 0.612478 1.028341 2.137013
2026-01-11 0.154753 0.203421 0.274952 0.396032 0.617466 1.068768 2.357730
2026-01-18 0.149804 0.198639 0.271483 0.397308 0.634398 1.140734 2.722332
2026-01-25 0.142312 0.189670 0.260930 0.385511 0.624524 1.149895 2.888356
2026-02-01 0.134694 0.180178 0.249051 0.370515 0.606648 1.136936 2.970961
2026-02-08 0.130725 0.176055 0.245494 0.369966 0.618027 1.198432 3.390245
2026-02-15 0.129220 0.175607 0.247784 0.380055 0.652872 1.329602 4.250438
2026-02-22 0.126009 0.172339 0.245228 0.380941 0.667963 1.411897 4.988377
2026-03-01 0.122369 0.168230 0.241037 0.378380 0.674991 1.473180 5.705122
2026-03-08 0.118565 0.163706 0.235912 0.373627 0.676386 1.518112 6.400306
2026-03-15 0.114419 0.158484 0.229360 0.365644 0.669271 1.534571 6.925733
2026-03-22 0.112985 0.157556 0.230104 0.372068 0.697652 1.678191 8.928269
2026-03-29 0.112214 0.157659 0.232615 0.382223 0.736967 1.877907 12.485901